-0.9%
APA vs FFIV
+132.4%
-133.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.3% |
| 7D | -8.7% | -2.1% | -6.7% | -7.8% |
| 30D | -2.4% | -33.8% | +31.4% | +18.0% |
| 3M | +19.0% | -20.6% | +39.6% | +29.4% |
| 6M | +26.8% | -10.2% | +37.0% | +26.8% |
| YTD | +87.3% | +24.5% | +62.9% | +51.9% |
| 1Y | +92.3% | +29.3% | +63.0% | +51.9% |
| 3Y | +37.3% | +103.8% | -66.5% | -21.3% |
| 5Y | +73.2% | +40.9% | +32.3% | +21.9% |
| 10Y | -0.9% | +126.6% | -127.5% | -55.5% |
| All | -0.9% | +132.4% | -133.3% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling